+453.7%
MP vs GME
+1,477.5%
-1,023.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +1.6% |
| 7D | +3.0% | +0.4% | +2.6% | +3.0% |
| 30D | +8.3% | -1.4% | +9.7% | +8.4% |
| 3M | -3.8% | -15.1% | +11.3% | -2.9% |
| 6M | -4.9% | -22.5% | +17.6% | -3.5% |
| YTD | +9.6% | -5.9% | +15.5% | +9.8% |
| 1Y | -11.7% | -18.6% | +6.9% | -10.9% |
| 3Y | +158.5% | +6.7% | +151.8% | +138.6% |
| 5Y | +68.9% | -62.0% | +130.9% | +59.7% |
| All | +453.7% | +1,477.5% | -1,023.8% | +304.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling